swapindex.hpp File Reference

swap-rate indexes More...

#include <ql/indexes/interestrateindex.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/cashflows/rateaveraging.hpp>

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Classes
class	SwapIndex
	base class for swap-rate indexes More...
class	OvernightIndexedSwapIndex
	base class for overnight indexed swap indexes More...

Namespaces
namespace	QuantLib

Detailed Description

swap-rate indexes

Definition in file swapindex.hpp.